Trade At Time
REQUIRED
The Theta Terminal must be running to access data.
Behavior
Real-time request behavior:
- Returns a real-time session from the Nasdaq Basic feed if the account has a stocks standard or pro subscription.
- Returns a 15-minute delayed session from the UTP & CTA feeds account has the stocks value subscription subscription.
Historical request behavior:
Returns the last trade reported by UTP & CTA feeds at a specified millisecond of the day.
Trade condition mappings can be found here.
The ivlparameter represents the milliseconds since 00:00:00.000 ET that the trade should be provided for.
Sample URL & Code
Paste the URL below into your browser while the Theta Terminal is running.
You can use the "request sample" box to the right of this box obtain sample
code in any programming language.
Parameters
Query Parameters
The symbol of the security. Option underlyings for indices might have special tickers.
The start date (inclusive) of the request formatted as YYYYMMDD.
The end date (inclusive) of the request formatted as YYYYMMDD.
Uses CSV if true, legacy JSON if false.
The number of milliseconds since 00:00:00.000 ET. Example: 09:30:00 ET = 34200000 & 16:00:00 ET = 57600000.
Used to specify the venue of the real time or historic request. nqb = Nasdaq Basic; utp_cta = merged UTP & CTA.
If this value is set to false and the request is for aggregated / intervalized data, the response will contain intervals from 00:00:000 ET to 23:59:999 ET. If the ivl is 0 or is unspecified, then rth will be forced to false. This means that all data for the day, even if it was outside regular trading hours would be returned. The default behavior is to only return data during regular trading hours (09:30:00.000 ET to 16:00.000 ET).